Anic Equity¶

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Total return since start: 0.716 %¶

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Equity now: -----------------------------> 52403.14 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46038.19 Kr¶

PnL: ---------------------------------------> -684.41 Kr¶

DD now: ---------------------------------> -1.35 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 09:34:55.525311'

Anic Portfolio¶

Today¶

Return: -0.258 %¶

This Week¶

Return: -1.25 %¶

Total¶

Return: 71.554 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.130000 4498.200000 178.200000 4.120000 4320.000000
BHG Group 49 4.450000 666.400000 27.400000 4.290000 638.999984
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC A 6 0.200000 600.000000 1.000000 0.170000 598.999998
Nederman Holding 11 0.000000 2183.500000 0.000000 0.000000 2183.500000
SCA A 4 -0.660000 598.400000 -0.600000 -0.100000 599.000000
BONESUPPORT HOLDING 10 -0.160000 1223.000000 -1.000000 -0.080000 1224.000000
Latour B 2 0.310000 446.800000 -2.200000 -0.490000 449.000000
Biotage 4 -0.530000 600.800000 -2.200000 -0.360000 603.000000
Nolato B 12 -0.370000 643.200000 -2.400000 -0.370000 645.600000
Investor B 3 -0.410000 652.800000 -2.700000 -0.410000 655.500000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
Addnode Group B 6 -0.640000 745.200000 -4.800000 -0.640000 750.000000
NCC B 7 0.490000 648.200000 -5.800000 -0.890000 653.999997
Sampo Oyj SDB 1 0.810000 499.000000 -6.000000 -1.190000 505.000000
Profoto Holding 7 -0.240000 572.600000 -9.400000 -1.620000 581.999999
Creades A 7 -1.890000 600.950000 -10.050000 -1.640000 610.999998
Embracer Group B 26 0.120000 650.910000 -11.090000 -1.680000 661.999988
SynAct Pharma 9 -1.810000 633.600000 -11.400000 -1.770000 645.000003
Humana 40 -0.120000 660.800000 -13.200000 -1.960000 674.000000
Sdiptech B 3 -0.150000 808.800000 -13.200000 -1.610000 822.000000
Fortnox 10 -0.310000 653.000000 -15.000000 -2.250000 668.000000
Indutrade 5 -0.610000 1305.000000 -15.000000 -1.140000 1320.000000
Vitrolife 3 -1.100000 646.200000 -30.800000 -4.550000 677.000001
Volati 5 -0.190000 539.000000 -35.000000 -6.100000 574.000000
Xvivo Perfusion 3 -2.000000 807.000000 -38.000000 -4.500000 845.000001
Lime Technologies 2 1.830000 555.000000 -38.000000 -6.410000 593.000000
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Gaming Innovation Group 161 0.000000 4137.700000 -50.300000 -1.200000 4187.999942
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Investor A 16 -0.410000 3489.600000 -55.400000 -1.560000 3545.000000
Balco Group 39 -2.020000 1799.850000 -75.150000 -4.010000 1874.999997
Ambea 68 -1.690000 2458.880000 -78.120000 -3.080000 2537.000032
New Wave B 20 -0.370000 3800.000000 -116.000000 -2.960000 3916.000000
Bactiguard Holding B 37 -6.630000 2812.000000 -148.000000 -5.000000 2960.000000
TOTAL 46038.190000 -684.410000 -1.35016% 46722.599938

Updated:¶

'2023-06-09 09:35:09.546061'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶